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- *> \brief \b SGEEQU
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SGEEQU + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgeequ.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgeequ.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgeequ.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
- * INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, M, N
- * REAL AMAX, COLCND, ROWCND
- * ..
- * .. Array Arguments ..
- * REAL A( LDA, * ), C( * ), R( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SGEEQU computes row and column scalings intended to equilibrate an
- *> M-by-N matrix A and reduce its condition number. R returns the row
- *> scale factors and C the column scale factors, chosen to try to make
- *> the largest element in each row and column of the matrix B with
- *> elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
- *>
- *> R(i) and C(j) are restricted to be between SMLNUM = smallest safe
- *> number and BIGNUM = largest safe number. Use of these scaling
- *> factors is not guaranteed to reduce the condition number of A but
- *> works well in practice.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is REAL array, dimension (LDA,N)
- *> The M-by-N matrix whose equilibration factors are
- *> to be computed.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[out] R
- *> \verbatim
- *> R is REAL array, dimension (M)
- *> If INFO = 0 or INFO > M, R contains the row scale factors
- *> for A.
- *> \endverbatim
- *>
- *> \param[out] C
- *> \verbatim
- *> C is REAL array, dimension (N)
- *> If INFO = 0, C contains the column scale factors for A.
- *> \endverbatim
- *>
- *> \param[out] ROWCND
- *> \verbatim
- *> ROWCND is REAL
- *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the
- *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
- *> AMAX is neither too large nor too small, it is not worth
- *> scaling by R.
- *> \endverbatim
- *>
- *> \param[out] COLCND
- *> \verbatim
- *> COLCND is REAL
- *> If INFO = 0, COLCND contains the ratio of the smallest
- *> C(i) to the largest C(i). If COLCND >= 0.1, it is not
- *> worth scaling by C.
- *> \endverbatim
- *>
- *> \param[out] AMAX
- *> \verbatim
- *> AMAX is REAL
- *> Absolute value of largest matrix element. If AMAX is very
- *> close to overflow or very close to underflow, the matrix
- *> should be scaled.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> > 0: if INFO = i, and i is
- *> <= M: the i-th row of A is exactly zero
- *> > M: the (i-M)-th column of A is exactly zero
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup realGEcomputational
- *
- * =====================================================================
- SUBROUTINE SGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX,
- $ INFO )
- *
- * -- LAPACK computational routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, M, N
- REAL AMAX, COLCND, ROWCND
- * ..
- * .. Array Arguments ..
- REAL A( LDA, * ), C( * ), R( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ONE, ZERO
- PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
- * ..
- * .. Local Scalars ..
- INTEGER I, J
- REAL BIGNUM, RCMAX, RCMIN, SMLNUM
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- IF( M.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -4
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'SGEEQU', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( M.EQ.0 .OR. N.EQ.0 ) THEN
- ROWCND = ONE
- COLCND = ONE
- AMAX = ZERO
- RETURN
- END IF
- *
- * Get machine constants.
- *
- SMLNUM = SLAMCH( 'S' )
- BIGNUM = ONE / SMLNUM
- *
- * Compute row scale factors.
- *
- DO 10 I = 1, M
- R( I ) = ZERO
- 10 CONTINUE
- *
- * Find the maximum element in each row.
- *
- DO 30 J = 1, N
- DO 20 I = 1, M
- R( I ) = MAX( R( I ), ABS( A( I, J ) ) )
- 20 CONTINUE
- 30 CONTINUE
- *
- * Find the maximum and minimum scale factors.
- *
- RCMIN = BIGNUM
- RCMAX = ZERO
- DO 40 I = 1, M
- RCMAX = MAX( RCMAX, R( I ) )
- RCMIN = MIN( RCMIN, R( I ) )
- 40 CONTINUE
- AMAX = RCMAX
- *
- IF( RCMIN.EQ.ZERO ) THEN
- *
- * Find the first zero scale factor and return an error code.
- *
- DO 50 I = 1, M
- IF( R( I ).EQ.ZERO ) THEN
- INFO = I
- RETURN
- END IF
- 50 CONTINUE
- ELSE
- *
- * Invert the scale factors.
- *
- DO 60 I = 1, M
- R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM )
- 60 CONTINUE
- *
- * Compute ROWCND = min(R(I)) / max(R(I))
- *
- ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
- END IF
- *
- * Compute column scale factors
- *
- DO 70 J = 1, N
- C( J ) = ZERO
- 70 CONTINUE
- *
- * Find the maximum element in each column,
- * assuming the row scaling computed above.
- *
- DO 90 J = 1, N
- DO 80 I = 1, M
- C( J ) = MAX( C( J ), ABS( A( I, J ) )*R( I ) )
- 80 CONTINUE
- 90 CONTINUE
- *
- * Find the maximum and minimum scale factors.
- *
- RCMIN = BIGNUM
- RCMAX = ZERO
- DO 100 J = 1, N
- RCMIN = MIN( RCMIN, C( J ) )
- RCMAX = MAX( RCMAX, C( J ) )
- 100 CONTINUE
- *
- IF( RCMIN.EQ.ZERO ) THEN
- *
- * Find the first zero scale factor and return an error code.
- *
- DO 110 J = 1, N
- IF( C( J ).EQ.ZERO ) THEN
- INFO = M + J
- RETURN
- END IF
- 110 CONTINUE
- ELSE
- *
- * Invert the scale factors.
- *
- DO 120 J = 1, N
- C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM )
- 120 CONTINUE
- *
- * Compute COLCND = min(C(J)) / max(C(J))
- *
- COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM )
- END IF
- *
- RETURN
- *
- * End of SGEEQU
- *
- END
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